In "Arrival"/"Empathy", despite everything she's already been through (being caged and put on display in a sideshow by the Flim Flam brothers) Jessica still feels enough compassion for a starving Changeling she can't even communicate with to give her the powerup she needs to break them both out.
When Jessica wakes up in Ponyville Hospital in "Recovery"/"Innocence", Dinky's gratitude towards her saviour and Nurse Redheart's compassion for someone who she can already tell is not a foal-hunting predator manages to calm her down, even despite her unicorn-triggered PTSD. It really helps to sell her recovery from her traumatic first few days in Equestria.
Rainbow Dash and Ebony leaping to Jessica's defence when the Flim Flam brothers attempt to recapture her in Baltimare.
The interactions between Jessica, the changeling foals, and Dinky are cuteness personified and filled with heartwarming moments.